Multiple Linear Regression - Estimated Regression Equation
O[t] = + 28.2103187556998 -1.21064258019504Month[t] -0.0662911074151963CM[t] + 0.220046465031066D[t] -0.137980253016111PE[t] -0.26784726733119PC[t] + 0.415218299040597PS[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)28.210318755699814.9452051.88760.0609880.030494
Month-1.210642580195041.484765-0.81540.4161330.208066
CM-0.06629110741519630.06322-1.04860.2960390.148019
D0.2200464650310660.1127691.95130.0528590.02643
PE-0.1379802530161110.105245-1.3110.1918230.095912
PC-0.267847267331190.131479-2.03720.0433660.021683
PS0.4152182990405970.0762625.444700


Multiple Linear Regression - Regression Statistics
Multiple R0.475140658091823
R-squared0.225758644971931
Adjusted R-squared0.195196486220823
F-TEST (value)7.38686840842831
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value5.99882120311257e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.50319920019948
Sum Squared Residuals1865.40550471430


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.03748865223751.96251134776248
22325.3495865301589-2.34958653015894
32525.4759720293670-0.475972029367048
42323.1284201938045-0.128420193804457
51922.9500814574386-3.95008145743857
62924.05845113699354.94154886300652
72524.76982107926910.230178920730872
82122.5496645045615-1.54966450456146
92221.95941363695150.0405863630485437
102522.44836536235762.5516346376424
112420.18305846017533.8169415398247
121819.7587082718680-1.75870827186802
132218.37158823256833.6284117674317
141520.6721227164876-5.67212271648763
152223.4194974139702-1.41949741397022
162824.25838673442113.74161326557894
172022.1745527790773-2.17455277907735
181219.0223933275117-7.02239332751165
192421.45264993199502.54735006800503
202021.3875557703300-1.38755577033004
212123.2363427177809-2.23634271778094
222020.6603585270493-0.660358527049277
232119.16760754755021.83239245244976
242321.08086784823341.91913215176660
252821.90867808718766.09132191281236
262421.87329863206622.12670136793381
272423.46215906751120.537840932488761
282420.37697686989113.62302313010889
292321.97283649863061.02716350136943
302322.69133799866730.308662001332742
312924.24492262097824.75507737902181
322421.99383365233312.00616634766692
331825.0192850575274-7.01928505752744
342525.9632786504055-0.963278650405516
352122.5815300817310-1.58153008173103
362626.6957457480054-0.695745748005398
372225.1140040163943-3.11400401639428
382222.8265637086898-0.826563708689818
392222.5514357077084-0.551435707708399
402325.597809613408-2.59780961340799
413022.89565989659737.1043401034027
422322.66401530370340.335984696296612
431718.7116919232637-1.71169192326375
442323.7908994040719-0.790899404071906
452324.2516305620011-1.25163056200108
462522.39388898187952.60611101812050
472420.72245448307373.27754551692626
482427.4350166076499-3.43501660764986
492322.96383179019150.0361682098085087
502123.8197102970576-2.81971029705757
512425.6897981449798-1.68979814497982
522421.81211431056522.18788568943480
532821.48436026172536.51563973827473
541621.0239734605562-5.02397346055622
552019.79619121857990.203808781420071
562923.40762620848975.59237379151032
572723.84308784113853.15691215886154
582223.1637478787013-1.16374787870128
592823.94627665844024.05372334155984
601620.3530491841121-4.35304918411208
612522.8562130477712.14378695222901
622423.47665663211870.523343367881267
632823.64350425666404.35649574333604
642424.2220288125445-0.222028812544506
652322.67357509184630.326424908153682
663026.89267061050803.10732938949195
672421.28348200119332.71651799880671
682124.0991527443775-3.09915274437747
692523.27013858003961.72986141996037
702523.91847847497541.08152152502457
712220.78178573967281.21821426032724
722322.42761122952950.572388770470477
732622.82614278944693.1738572105531
742321.60220419717541.39779580282461
752523.06441242302011.93558757697994
762121.2854869394797-0.285486939479683
772523.64151645444281.35848354555723
782422.144790909091.85520909091001
792923.51235970235665.48764029764339
802223.647883644284-1.64788364428402
812723.56808950712843.43191049287156
822619.62908197232576.37091802767428
832221.30496353231550.695036467684502
842422.03274328013931.96725671986070
852723.10591731462143.89408268537864
862421.35404187460792.64595812539211
872424.8509010035633-0.85090100356334
882924.35559731509564.64440268490436
892222.1416478096984-0.141647809698429
902120.57284373934990.427156260650134
912420.44518407420433.55481592579566
922421.71943625840812.28056374159187
932321.94139882033721.05860117966277
942022.3039684205901-2.30396842059012
952721.34810892150375.65189107849627
962623.42456632217552.57543367782448
972521.94684739602173.05315260397831
982120.06382740170090.936172598299128
992120.76801557335940.231984426640602
1001920.3833611957976-1.38336119579757
1012121.5815065428908-0.581506542890761
1022121.2761526393298-0.276152639329839
1031619.7627574909190-3.76275749091905
1042220.64243255182341.35756744817658
1052921.76795851795777.23204148204232
1061521.7289577426614-6.72895774266144
1071720.6913473995302-3.69134739953016
1081519.9102562803143-4.91025628031433
1092121.6460446218128-0.646044621812844
1102121.0230224835545-0.0230224835545167
1111919.2848425566571-0.284842556657121
1122418.06019179287125.93980820712883
1132022.2492483774651-2.24924837746510
1141725.0896164950748-8.08961649507482
1152324.8187204846044-1.81872048460442
1162422.3902116093421.60978839065802
1171422.0566557391386-8.05665573913864
1181922.8529153427126-3.85291534271264
1192422.18173915647521.81826084352478
1201320.4211887148614-7.42118871486136
1212225.3603868886685-3.36038688866847
1221621.1243457414569-5.12434574145691
1231923.2285530941963-4.22855309419634
1242522.73929892149822.26070107850183
1252524.15566599980620.844334000193838
1262321.42972376071641.57027623928362
1272423.55350904217730.446490957822701
1282623.50326017593482.49673982406516
1292621.48835300223284.51164699776715
1302524.13205177271170.867948227288323
1311822.2911756530787-4.29117565307865
1322119.86860503019261.13139496980740
1332623.65036407107132.34963592892873
1342321.96432499161581.03567500838418
1352319.75719595814773.24280404185231
1362222.5985262477796-0.598526247779604
1372022.3975581072706-2.39755810727064
1381322.0664261853111-9.0664261853111
1392421.39051168561812.60948831438186
1401521.5031177034133-6.50311770341332
1411423.0933834365365-9.0933834365365
1422224.0488715152901-2.04887151529010
1431017.6446697470617-7.64466974706173
1442424.4269628455801-0.426962845580127
1452221.83042037945090.169579620549062
1462425.7882219661376-1.78822196613757
1471921.6534545779183-2.65345457791829
1482022.0853596160821-2.08535961608210
1491317.1094479686178-4.10944796861783
1502020.1000300761381-0.100030076138146
1512223.1856636465606-1.18566364656058
1522423.38326237668800.616737623311961
1532923.27415647483445.72584352516563
1541220.9762473114534-8.97624731145338
1552020.9222015621339-0.922201562133887
1562121.4456831015455-0.445683101545466
1572423.63307071170650.366929288293536
1582221.89271874635860.107281253641443
1592017.72114206346042.27885793653958


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.5270283643144660.9459432713710680.472971635685534
110.5620721769234450.875855646153110.437927823076555
120.4888201218553440.9776402437106870.511179878144656
130.5403409971217120.9193180057565770.459659002878288
140.7416341416927370.5167317166145250.258365858307263
150.654767779922360.6904644401552810.345232220077641
160.6238402036212980.7523195927574040.376159796378702
170.5381604118785770.9236791762428450.461839588121423
180.6761028227204410.6477943545591180.323897177279559
190.6013206563170260.7973586873659490.398679343682974
200.5885070534294230.8229858931411540.411492946570577
210.5246008119634880.9507983760730240.475399188036512
220.4551930008433710.9103860016867430.544806999156629
230.4045132330494310.8090264660988620.595486766950569
240.4089286325352490.8178572650704980.591071367464751
250.5713124779890450.8573750440219090.428687522010955
260.5100366375963890.9799267248072210.489963362403611
270.4430170306403380.8860340612806770.556982969359662
280.4374636088203230.8749272176406460.562536391179677
290.3733175255846310.7466350511692620.626682474415369
300.3129254693000430.6258509386000860.687074530699957
310.3467053025993500.6934106051986990.65329469740065
320.2956848691865090.5913697383730190.70431513081349
330.5218562366792980.9562875266414040.478143763320702
340.4707206954930710.9414413909861420.529279304506929
350.4327585476229680.8655170952459370.567241452377032
360.3754389188255490.7508778376510990.624561081174451
370.3488126340243330.6976252680486650.651187365975667
380.2972001395534950.594400279106990.702799860446505
390.2498292770490690.4996585540981380.750170722950931
400.2224962417419920.4449924834839840.777503758258008
410.3751097500675780.7502195001351560.624890249932422
420.323329351373810.646658702747620.67667064862619
430.2913097444098280.5826194888196570.708690255590172
440.247741142935440.495482285870880.75225885706456
450.2113446507543220.4226893015086440.788655349245678
460.1919434164478600.3838868328957210.80805658355214
470.1795112931879280.3590225863758560.820488706812072
480.1644349986815220.3288699973630430.835565001318478
490.1343471198614550.268694239722910.865652880138545
500.1247300837685850.249460167537170.875269916231415
510.1029539738582300.2059079477164600.89704602614177
520.08783550096624440.1756710019324890.912164499033756
530.1473975884524610.2947951769049220.852602411547539
540.176789105538170.353578211076340.82321089446183
550.1652671865387720.3305343730775440.834732813461228
560.2226869754661210.4453739509322410.77731302453388
570.2151319088197590.4302638176395180.784868091180241
580.1841536430785530.3683072861571060.815846356921447
590.1973511380899130.3947022761798270.802648861910087
600.2250919989972310.4501839979944620.774908001002769
610.1988802369784350.397760473956870.801119763021565
620.1671182584235660.3342365168471330.832881741576434
630.1823448707505050.3646897415010100.817655129249495
640.1532548126361270.3065096252722540.846745187363873
650.1264389685164600.2528779370329210.87356103148354
660.1228832953083440.2457665906166880.877116704691656
670.1122482173709420.2244964347418850.887751782629058
680.1113449234101170.2226898468202330.888655076589883
690.09475658474965160.1895131694993030.905243415250348
700.07736051432496660.1547210286499330.922639485675033
710.0628681336664160.1257362673328320.937131866333584
720.04965621586309240.09931243172618480.950343784136908
730.04661542310497210.09323084620994430.953384576895028
740.03734136422593920.07468272845187840.96265863577406
750.03103143747197540.06206287494395070.968968562528025
760.02380097559040180.04760195118080360.976199024409598
770.01868590141621300.03737180283242610.981314098583787
780.01495714068057480.02991428136114960.985042859319425
790.02247810815643580.04495621631287160.977521891843564
800.01792120620812360.03584241241624730.982078793791876
810.01752536410636590.03505072821273170.982474635893634
820.03135058596689520.06270117193379030.968649414033105
830.02417738786077970.04835477572155940.97582261213922
840.02017265224147260.04034530448294520.979827347758527
850.0220913036379970.0441826072759940.977908696362003
860.01957790681058920.03915581362117840.98042209318941
870.01488339564409610.02976679128819210.985116604355904
880.01943484492832470.03886968985664930.980565155071675
890.0152819340229260.0305638680458520.984718065977074
900.01143503976743190.02287007953486380.988564960232568
910.01149360150002350.02298720300004710.988506398499976
920.01004879652614630.02009759305229270.989951203473854
930.007706348891424130.01541269778284830.992293651108576
940.006370954451671880.01274190890334380.993629045548328
950.01167643040904590.02335286081809190.988323569590954
960.01057507286336620.02115014572673240.989424927136634
970.01005793173773180.02011586347546360.989942068262268
980.00769645881097110.01539291762194220.992303541189029
990.005678852227648490.01135770445529700.994321147772351
1000.004347520484855530.008695040969711060.995652479515144
1010.003212265659623620.006424531319247250.996787734340376
1020.002285633287830210.004571266575660420.99771436671217
1030.002443964708573920.004887929417147830.997556035291426
1040.001914651603452030.003829303206904060.998085348396548
1050.0081141298252850.016228259650570.991885870174715
1060.01816718460084590.03633436920169180.981832815399154
1070.01802955125972390.03605910251944780.981970448740276
1080.02272115350154470.04544230700308940.977278846498455
1090.01752965006428280.03505930012856570.982470349935717
1100.01280354570534050.02560709141068110.98719645429466
1110.009269762016710920.01853952403342180.99073023798329
1120.02273309451267320.04546618902534650.977266905487327
1130.02059644815267270.04119289630534550.979403551847327
1140.05719326271490.11438652542980.9428067372851
1150.04845018371725410.09690036743450820.951549816282746
1160.03926472906087980.07852945812175970.96073527093912
1170.1157125762394340.2314251524788680.884287423760566
1180.1108706235566050.221741247113210.889129376443395
1190.09829755436003950.1965951087200790.90170244563996
1200.1718239045700470.3436478091400930.828176095429954
1210.1637067916363780.3274135832727570.836293208363622
1220.1950620238804540.3901240477609080.804937976119546
1230.1880429805116200.3760859610232400.81195701948838
1240.1872256420395590.3744512840791180.81277435796044
1250.1699933065863630.3399866131727260.830006693413637
1260.1383323830819520.2766647661639030.861667616918048
1270.1081702103029710.2163404206059420.891829789697029
1280.1116225072733080.2232450145466160.888377492726692
1290.1601248309655520.3202496619311040.839875169034448
1300.1379440028202490.2758880056404970.862055997179751
1310.1204113511155690.2408227022311390.87958864888443
1320.1042886228655740.2085772457311480.895711377134426
1330.09566304356770080.1913260871354020.9043369564323
1340.07809052629471870.1561810525894370.921909473705281
1350.1065685015349180.2131370030698350.893431498465082
1360.07901952437298280.1580390487459660.920980475627017
1370.05762954179662760.1152590835932550.942370458203372
1380.1468580666087140.2937161332174280.853141933391286
1390.2081200446700520.4162400893401030.791879955329948
1400.1885131002139580.3770262004279160.811486899786042
1410.4060256499171640.8120512998343280.593974350082836
1420.3563760407383630.7127520814767270.643623959261637
1430.666004373267960.667991253464080.33399562673204
1440.604797946544660.790404106910680.39520205345534
1450.4941731293712490.9883462587424990.505826870628751
1460.4232865036024230.8465730072048460.576713496397577
1470.433583274988950.86716654997790.56641672501105
1480.3032838121562250.606567624312450.696716187843775
1490.2114026001644030.4228052003288050.788597399835597


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level50.0357142857142857NOK
5% type I error level370.264285714285714NOK
10% type I error level440.314285714285714NOK